Book Description
Very Good,No Highlights or Markup,all pages are intact.
Author : Larry C. Andrews
Publisher : MacMillan Publishing Company
Page : 382 pages
File Size : 16,65 MB
Release : 1988
Category : Mathematics
ISBN :
Very Good,No Highlights or Markup,all pages are intact.
Author : K. Wolf
Publisher : Springer Science & Business Media
Page : 495 pages
File Size : 42,64 MB
Release : 2013-11-21
Category : Science
ISBN : 1475708726
Integral transforms are among the main mathematical methods for the solution of equations describing physical systems, because, quite generally, the coupling between the elements which constitute such a system-these can be the mass points in a finite spring lattice or the continuum of a diffusive or elastic medium-prevents a straightforward "single-particle" solution. By describing the same system in an appropriate reference frame, one can often bring about a mathematical uncoupling of the equations in such a way that the solution becomes that of noninteracting constituents. The "tilt" in the reference frame is a finite or integral transform, according to whether the system has a finite or infinite number of elements. The types of coupling which yield to the integral transform method include diffusive and elastic interactions in "classical" systems as well as the more common quantum-mechanical potentials. The purpose of this volume is to present an orderly exposition of the theory and some of the applications of the finite and integral transforms associated with the names of Fourier, Bessel, Laplace, Hankel, Gauss, Bargmann, and several others in the same vein. The volume is divided into four parts dealing, respectively, with finite, series, integral, and canonical transforms. They are intended to serve as independent units. The reader is assumed to have greater mathematical sophistication in the later parts, though.
Author : Allan Pinkus
Publisher : Cambridge University Press
Page : 204 pages
File Size : 46,1 MB
Release : 1997-07-10
Category : Mathematics
ISBN : 9780521597715
Textbook covering the basics of Fourier series, Fourier transforms and Laplace transforms.
Author : Andrey Itkin
Publisher : World Scientific
Page : 508 pages
File Size : 13,62 MB
Release : 2021-10-12
Category : Business & Economics
ISBN : 9811231753
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Author : Abdon Atangana
Publisher : CRC Press
Page : 472 pages
File Size : 11,2 MB
Release : 2023-04-19
Category : Mathematics
ISBN : 1000867056
With the aim to better understand nature, mathematical tools are being used nowadays in many different fields. The concept of integral transforms, in particular, has been found to be a useful mathematical tool for solving a variety of problems not only in mathematics, but also in various other branches of science, engineering, and technology. Integral Transforms and Engineering: Theory, Methods, and Applications presents a mathematical analysis of integral transforms and their applications. The book illustrates the possibility of obtaining transfer functions using different integral transforms, especially when mapping any function into the frequency domain. Various differential operators, models, and applications are included such as classical derivative, Caputo derivative, Caputo-Fabrizio derivative, and Atangana-Baleanu derivative. This book is a useful reference for practitioners, engineers, researchers, and graduate students in mathematics, applied sciences, engineering, and technology fields.
Author : Alexander D. Poularikas
Publisher : CRC Press
Page : 567 pages
File Size : 17,56 MB
Release : 2018-09-03
Category : Technology & Engineering
ISBN : 1420089323
Transforms and Applications Primer for Engineers with Examples and MATLAB® is required reading for engineering and science students, professionals, and anyone working on problems involving transforms. This invaluable primer contains the most essential integral transforms that both practicing engineers and students need to understand. It provides a large number of examples to explain the use of transforms in different areas, including circuit analysis, differential equations, signals and systems, and mechanical vibrations. Includes an appendix with suggestions and explanations to help you optimize your use of MATLAB Laplace and Fourier transforms are by far the most widely used and most useful of all integral transforms, so they are given a more extensive treatment in this book, compared to other texts that include them. Offering numerous MATLAB functions created by the author, this comprehensive book contains several appendices to complement the main subjects. Perhaps the most important feature is the extensive tables of transforms, which are provided to supplement the learning process. This book presents advanced material in a format that makes it easier to understand, further enhancing its immense value as a teaching tool for engineers and research scientists in academia and industry, as well as students in science and engineering.
Author : B. Davies
Publisher : Springer Science & Business Media
Page : 427 pages
File Size : 33,70 MB
Release : 2013-11-27
Category : Mathematics
ISBN : 1475755120
This book is intended to serve as introductory and reference material for the application of integral transforms to a range of common mathematical problems. It has its im mediate origin in lecture notes prepared for senior level courses at the Australian National University, although I owe a great deal to my colleague Barry Ninham, a matter to which I refer below. In preparing the notes for publication as a book, I have added a considerable amount of material ad- tional to the lecture notes, with the intention of making the book more useful, particularly to the graduate student - volved in the solution of mathematical problems in the physi cal, chemical, engineering and related sciences. Any book is necessarily a statement of the author's viewpoint, and involves a number of compromises. My prime consideration has been to produce a work whose scope is selective rather than encyclopedic; consequently there are many facets of the subject which have been omitted--in not a few cases after a preliminary draft was written--because I v believe that their inclusion would make the book too long.
Author : John W. Miles
Publisher : Cambridge University Press
Page : 0 pages
File Size : 29,13 MB
Release : 2008-11-27
Category : Mathematics
ISBN : 9780521090681
An intermediate-level text on the use of integral transforms in applied mathematics and engineering. Existing works either cover the subject in more elementary form or are advanced treatises. In a very lucid style the author deals with the use of this important mathematical tool to solve ordinary and partial differential equations in problems in electrical circuits, mechanical vibration and wave motion, heat conduction, and fluid mechanics. The book is divided into five parts covering integral transform pairs, the Laplace transform, Fourier transforms, Hankel transforms, and finite Fourier transforms. A basic knowledge of complex variables and elementary differential equations is assumed. There are many exercises and examples drawn from the above fields, tables of the transform pairs needed in the text, and a glossary of terms with which the student may be unfamiliar. For the student who seeks further background on the subject, an annotated bibliography is provided.
Author : Kazumi Watanabe
Publisher : Springer
Page : 274 pages
File Size : 23,24 MB
Release : 2015-04-20
Category : Technology & Engineering
ISBN : 331917455X
This book describes mathematical techniques for integral transforms in a detailed but concise manner. The techniques are subsequently applied to the standard partial differential equations, such as the Laplace equation, the wave equation and elasticity equations. Green’s functions for beams, plates and acoustic media are also shown, along with their mathematical derivations. The Cagniard-de Hoop method for double inversion is described in detail and 2D and 3D elastodynamic problems are treated in full. This new edition explains in detail how to introduce the branch cut for the multi-valued square root function. Further, an exact closed form Green’s function for torsional waves is presented, as well as an application technique of the complex integral, which includes the square root function and an application technique of the complex integral.
Author : Xiao-Jun Yang
Publisher : Academic Press
Page : 263 pages
File Size : 36,11 MB
Release : 2015-10-22
Category : Mathematics
ISBN : 0128040327
Local Fractional Integral Transforms and Their Applications provides information on how local fractional calculus has been successfully applied to describe the numerous widespread real-world phenomena in the fields of physical sciences and engineering sciences that involve non-differentiable behaviors. The methods of integral transforms via local fractional calculus have been used to solve various local fractional ordinary and local fractional partial differential equations and also to figure out the presence of the fractal phenomenon. The book presents the basics of the local fractional derivative operators and investigates some new results in the area of local integral transforms. - Provides applications of local fractional Fourier Series - Discusses definitions for local fractional Laplace transforms - Explains local fractional Laplace transforms coupled with analytical methods